Sub periods in regression

[Jakub Cirkowski]

Hi,

I was wondering if anybody knows how I can adjust this code to run regressions for a 10-year periods?

gen r2small =.
forvalues i = 1962(10)1972 {
display "`i'"
reg prc atpr capxpr ceqpr cogspr dvcpr intanpr ibpr revtpr spipr xadpr xrdpr xsgapr  if  pyear==`i' & size==0
replace r2small = e(r2_a) if pyear == `i'
}

Thank you

[Clyde Schechter]

What do you mean by "run regressions for a 10-year periods"? I can think of several very different ways to interpret this.

[Jakub Cirkowski]

More precisely, I want regressions for the following periods:

1962-1971
1972-1981
1982-1991
1992-2001
2002-2011
2012-2017

The last one includes only 6 years.



Thank you

[Clyde Schechter]

//    CREATE TOY DATA SET TO DEMONSTRATE CODE
clear*
set obs `=2017-1962+1'
gen year = 1961 + _n

//    CODE THAT CREATES A PERIOD VARIABLE
gen period = floor((year-1962)/10) + 1
tabstat year, by(period) statistics(min max)

Then, in your real data (but not in this toy data set) you can run:

forvalues i = 1/6 {
    reg prc atpr /*etc.*/ if period == `i' & size == 0
    replace r2small = e(r2_a) if period == `i'
}

[Jakub Cirkowski]

Thank You!

It works perfectly.